+214.4%
NXPI vs CB
+248.4%
-34.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +1.7% | -1.0% | +2.7% | +2.2% |
| 30D | +19.7% | +7.3% | +12.3% | +16.0% |
| 3M | +14.5% | +7.0% | +7.5% | +10.9% |
| 6M | -11.2% | +16.3% | -27.6% | -18.3% |
| YTD | +25.8% | +19.7% | +6.1% | +13.5% |
| 1Y | +35.2% | +27.8% | +7.4% | +17.9% |
| 3Y | +52.3% | +72.0% | -19.8% | +10.5% |
| 5Y | +34.8% | +104.9% | -70.0% | -13.0% |
| 10Y | +214.4% | +246.7% | -32.3% | +53.1% |
| All | +214.4% | +248.4% | -34.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling